Abstract
The central limit theorem is a kind of important theorem in the probability theory that the distribution of the sequence of random variables is asymptotically normal. In this paper, we fi rst give some common central limit theorems from the content of the central limit theorem, and then prove the central limit theorem in the supply of electricity, device prices, shopping malls management, cigarette manufacturing, social life, military problem and so on. Finally, the advantages and disadvantages of the central limit theorem are analyzed.
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